Search Results

Executive compensation: a calibration approach,
Ivilina Popova and Joseph Haubrich, in Economic Theory (1998)
Keywords: Calibration · Executive compensation · Principal-agent.

Post-Stratification and Calibration - A Synthesis,
Li-Chun Zhang, from Statistics Norway, Research Department (1998)
Keywords: Post-stratification; generalized regression; calibration.

Calibration and the estimation of macroeconomic models,
Nikolay Iskrev, from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2018)
Keywords: DSGE models,information content,calibration

Calibration and the Volatility of Labor: A Cautionary Note,
Kevin Salyer, from University of California, Davis, Department of Economics (2003)
Keywords: calibration, real business cycles

Advanced model calibration on bitcoin options,
Dilip B. Madan, Sofie Reyners and Wim Schoutens, in Digital Finance (2019)
Keywords: Cryptocurrency, Modelling, Bitcoin, Calibration

Evaluation of “Autotune” calibration against manual calibration of building energy models,
Gaurav Chaudhary, Joshua New, Jibonananda Sanyal, Piljae Im, O’Neill, Zheng and Vishal Garg, in Applied Energy (2016)
Keywords: Autotune; Building energy modeling; Calibration; Energy efficient buildings; Automated calibration;

A Geometric Proof of Calibration,
Gilles Stoltz and Shie Mannor, from HAL (2010)
Keywords: calibration,approachability,convergence rates,computational complexity

Calibration and the Expert Problem,
S. French, in Management Science (1986)
Keywords: calibration, independence of experts, subjective probability, the expert problem

SWIFT Calibration of the Heston Model,
Eudald Romo and Luis Ortiz-Gracia, in Mathematics (2021)
Keywords: Heston model; calibration; European options; Shannon wavelets

The calibration of CES production functions,
Jonathan Temple, in Journal of Macroeconomics (2012)
Keywords: CES production functions; Elasticity of substitution; Normalization; Calibration;

A calibration of the output elasticity of public capital,
Carmen D. Ã lvarez-Albelo, in Economics Bulletin (2018)
Keywords: Public capital, output elasticity, calibration

Airlines, Delays, Social Optimum, Calibration,
Marc Ivaldi, Emile Quinet, Miguel Urdanoz and Etienne Billette de Villemeur, from Institut d'Économie Industrielle (IDEI), Toulouse (2014)
Keywords: Airlines; Delays; Social Optimum; Calibration

Calibration, forecasts and sensitivity analysis in overlapping generations models,
Alexander Ludwig, from Society for Computational Economics (2003)
Keywords: Calibration; General Equilibrium Models

Pakistan Economy DSGE Model with Informality-The Empirics of Calibration,
Waqas Ahmed, from University Library of Munich, Germany (2012)
Keywords: Calibration, Shock Process

An Internal Calibration Method for Protein-Array Studies,
Daly Don Simone, Anderson Kevin K, Seurynck-Servoss Shannon L, Gonzalez Rachel M, White Amanda M and Zangar Richard C, in Statistical Applications in Genetics and Molecular Biology (2010)
Keywords: protein array, internal calibration

Calibrations scheduling with arbitrary lengths and activation length,
Eric Angel, Evripidis Bampis, Vincent Chau and Vassilis Zissimopoulos, in Journal of Scheduling (2021)
Keywords: Scheduling, Calibration, Dynamic programming

Calibration risk for exotic options,
Kai Detlefsen and Wolfgang Härdle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2006)
Keywords: calibration risk, calibration, model risk, Heston model, Bates model, barrier option, cliquet option

Assessing the calibration of dichotomous outcome models with the calibration belt,
Giovanni Nattino, Stanley Lemeshow, Gary Phillips, Stefano Finazzi and Guido Bertolini, in Stata Journal (2017)
Keywords: calibrationbelt, logistic regression, calibration, goodness of fit, binary outcome

The αVG model for multivariate asset pricing: calibration and extension,
Florence Guillaume, in Review of Derivatives Research (2013)
Keywords: Multivariate asset pricing, αVG model, Calibration, Calibration risk, G12, C63,

Calibration and Expert Testing,
Wojciech Olszewski, from Elsevier (2015)
Keywords: Probabilistic models; Calibration and other tests; Strategic forecasters; C18; C70;

Calibration with low bias,
Christopher Withers and Saralees Nadarajah, in Statistical Papers (2013)
Keywords: Bias reduction, Calibration problem, Regression, Primary 62F10, Secondary 62F12,

Consistent High-Frequency Calibration,
David Aadland and Kevin Huang, from Utah State University, Department of Economics (2002)
Keywords: High Frequency, Calibration, Transformation Rule, Consistency, Temporal Aggregation

Consistent High-Frequency Calibration,
Kevin Huang and David Aadland, from Society for Computational Economics (2003)
Keywords: high frequency, calibration, transformation rule, consistency, temporal aggregation

Regression Calibration for Dichotomized Mismeasured Predictors,
Natarajan Loki, in The International Journal of Biostatistics (2009)
Keywords: measurement error correction, dichotomizing covariates, regression calibration

THE IMPACT OF SOLVENCY II ON RISK CALIBRATION,
Laura Elly Naghi, Petre Brezeanu and Eliza Dumitrescu, in Theoretical and Applied Economics (2011)
Keywords: solvency; SCR; one-year risk; calibration; modeling.

Review of Material Parameter Calibration Method,
Weiquan Fang, Xinzhong Wang, Dianlei Han and Xuegeng Chen, in Agriculture (2022)
Keywords: discrete element method; contact parameters; parameter calibration

Statistical calibration: A simplification of Foster's proof,
Andrés Carvajal, in Mathematical Social Sciences (2009)
Keywords: Calibration Forecasting Prediction of sequences Blackwell's Approachability Theorem

Regression Calibration with Heteroscedastic Error Variance,
Spiegelman Donna, Logan Roger and Grove Douglas, in The International Journal of Biostatistics (2011)
Keywords: measurement error, logistic regression, heteroscedasticity, regression calibration

Calibration and hedging under jump diffusion,
C. He, J. Kennedy, T. Coleman, P. Forsyth, Y. Li and K. Vetzal, in Review of Derivatives Research (2006)
Keywords: Jump diffusion, Calibration, Static hedging, Dynamic hedging,

A Novel Calibration Estimator in Social Surveys,
Antonio Arcos, José M. Contreras and María M. Rueda, in Sociological Methods & Research (2014)
Keywords: auxiliary information; social surveys; calibration estimators

Combining Bayesian Calibration and Copula Models for Age Estimation,
Andrea Faragalli, Edlira Skrami, Andrea Bucci, Rosaria Gesuita, Roberto Cameriere, Flavia Carle and Luigi Ferrante, in IJERPH (2023)
Keywords: age estimation; Bayesian calibration; copula

Calibration and convex programming: two approaches to one problem,
László Mihályffy, in Central European Journal of Operations Research (2011)
Keywords: Sample surveys, Calibration, Convex programming,

Pitfalls and remedies in testing the calibration quality of rating systems,
Wolfgang Aussenegg, Florian Resch and Gerhard Winkler, in Journal of Banking & Finance (2011)
Keywords: Rating system Validation Calibration quality

Efficient simulation and auto-calibration of soot particle processes in Diesel engines,
Shaohua Wu, Jethro Akroyd, Sebastian Mosbach, George Brownbridge, Owen Parry, Vivian Page, Wenming Yang and Markus Kraft, in Applied Energy (2020)
Keywords: Diesel engine; Soot; Calibration;

A New Method to Evaluate Simulation Models: The Calibration Profile (CP) Algorithm,
Romain Reuillon, Clara Schmitt, Ricardo De Aldama and Jean-Baptiste Mouret, in Journal of Artificial Societies and Social Simulation (2015)
Keywords: Calibration Profile, Model Evaluation

Calibration of LIBOR Market Model: Comparison between the Separated and the Approximate Approach,
Mihaela Tuca, from Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB (2009)
Keywords: LIBOR Market Model, calibration

Statistical calibration of computer simulations,
Katherine Campbell, in Reliability Engineering and System Safety (2006)
Keywords: Calibration; Simulation; Prediction errors; Calibrated prediction; Uncertainty analysis; Bayesian model calibration; Statistical emulation; Generalized likelihood uncertainty estimation; Regional sensitivity analysis;

The Calibration of Probabilistic Economic Forecasts,
John Galbraith and Simon van Norden, from CIRANO (2008)
Keywords: calibration, probability forecast, real-time data, inflation, recession, calibration, probabilités de prévisions, données « en temps réel », inflation, récession

Calibration risk: Illustrating the impact of calibration risk under the Heston model,
Florence Guillaume and Wim Schoutens, in Review of Derivatives Research (2012)
Keywords: Heston model, Calibration, Model risk, Calibration risk, Exotic options, C63, G17,

A Sequential Calibration Approach to Address Challenges of Repeated Calibration of a COVID-19 Model,
Eva A. Enns, Zongbo Li, Shannon B. McKearnan, Szu-Yu Zoe Kao, Erinn C. Sanstead, Alisha Baines Simon, Pamela J. Mink, Stefan Gildemeister and Karen M. Kuntz, in Medical Decision Making (2025)
Keywords: infectious disease modeling; COVID-19; model calibration; nonpharmaceutical interventions

Methods for Model Calibration under High Uncertainty: Modeling Cholera in Bangladesh,
Theresa Ryckman, Stephen Luby, Douglas K. Owens, Eran Bendavid and Jeremy D. Goldhaber-Fiebert, in Medical Decision Making (2020)
Keywords: Bayesian calibration; calibration; cholera; decision-analytic models; estimation

Bayesian versus Empirical Calibration of Microsimulation Models: A Comparative Analysis,
Stavroula A. Chrysanthopoulou, Carolyn M. Rutter and Constantine A. Gatsonis, in Medical Decision Making (2021)
Keywords: Bayesian calibration; empirical calibration; microsimulation model; comparative analysis

Calibration of Design Models for Leakage Management of Water Distribution Networks,
L. Berardi and O. Giustolisi, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2021)
Keywords: Water distribution networks, Model calibration, Leakage model, Mass-balance calibration

Cross-currency smile calibration,
Gabriel Turinici and Marc Laillat, from HAL (2009)
Keywords: cross-currency options,calibration,local volatility,implied volatility,Dupire formula,adjoint,boundary conditions

Improved regression calibration,
Anders Skrondal and Jouni Kuha, from London School of Economics and Political Science, LSE Library (2012)
Keywords: covariate measurement error; measurement model; generalized linear model; pseudo maximum likelihood estimation; regression calibration

Calibration of Risk Prediction Models,
Ben Van Calster and Andrew J. Vickers, in Medical Decision Making (2015)
Keywords: prediction models; risk scores; decision-analytic measures; net benefit; decision curve analysis; calibration; discrimination

On the skew-normal calibration model,
C. C. Figueiredo, H. Bolfarine, M. C. Sandoval and C. R. O. P. Lima, in Journal of Applied Statistics (2010)
Keywords: linear calibration model, EM-algorithm, skewness coefficient, skew-normal distribution, singularity of the information matrix, bias prevention,

Calibration tests for count data,
Wei Wei and Leonhard Held, in TEST: An Official Journal of the Spanish Society of Statistics and Operations Research (2014)
Keywords: Calibration test, Count data, Predictive distribution, Proper scoring rules, 62M20 Prediction,

Improved Regression Calibration,
Anders Skrondal and Jouni Kuha, in Psychometrika (2012)
Keywords: covariate measurement error, measurement model, generalized linear model, pseudo maximum likelihood estimation, regression calibration,

Tail calibration of probabilistic forecasts,
Sam Allen, Jonathan Koh, Johan Segers and Johanna Ziegel, from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2024)
Keywords: Extreme event ; proper scoring rule ; forecast evaluation ; tail calibration diagnostic plot ; precipitation forecast

Accelerating the calibration of stochastic volatility models,
Fiodar Kilin, from Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF) (2007)
Keywords: Stochastic Volatility Models, Calibration, Numerical Integration, Fast Fourier Transform

Non-capital calibration of bureau scorecards,
Nico Kritzinger and Gary Wayne van Vuuren, in The Quarterly Review of Economics and Finance (2021)
Keywords: Credit risk; Application scoring; Calibration; Credit risk management;

Accelerating the calibration of stochastic volatility models,
Fiodar Kilin, from University Library of Munich, Germany (2007)
Keywords: Stochastic Volatility Models; Calibration; Numerical Integration; Fast Fourier Transform

On the calibration of the Cheyette interest rate model,
Ingo Beyna and Uwe Wystup, from Frankfurt School of Finance and Management, Centre for Practical Quantitative Finance (CPQF) (2010)
Keywords: Cheyette Model, Calibration, Optimization without derivatives, Genetic Optimization

Calibration design of implied volatility surfaces,
Kai Detlefsen and Wolfgang Härdle, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2006)
Keywords: calibration, data design, implied volatility surface, Heston model, cliquet option

Hypotheses testing for structural calibration model,
Filidor Vilca-Labra, Reiko Aoki and Camila Zeller, in Statistical Papers (2011)
Keywords: Calibration, Maximum likelihood, EM-algorithm, Asymptotic tests, Reliability,

Updates to CalME and Calibration of Cracking Models,
Rongzong Wu, John Harvey, Jeremy Lea, Angel Mateos, Shou Yang and Noe Hernandez, from Institute of Transportation Studies, UC Davis (2021)
Keywords: Engineering, CalME, mechanistic-empirical design, calibration, performance data

A Practical Approach to Testing Calibration Strategies,
Yongquan Cao and Grey Gordon, from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington (2018)
Keywords: Calibration; GMM; Indirect Inference; Existence, Misspecification; Outlier Detection; Data Mining

A FRAMEWORK FOR THE CALIBRATION OF SOCIAL SIMULATION MODELS,
Giovanni Luca Ciampaglia, in Advances in Complex Systems (ACS) (2013)
Keywords: Agent-based model, calibration, indirect inference, Wikipedia, norm emergence

PRICING AND CALIBRATION OF A CHOOSER FLEXIBLE CAP,
Daisuke Ito, Masamitsu Ohnishi and Yasuhiro Tamba, in Asia-Pacific Journal of Operational Research (APJOR) (2010)
Keywords: Chooser flexible cap, LIBOR, dynamic programming, Hull–White model, calibration

Calibration of the SABR Model in Illiquid Markets,
Graeme West, in Applied Mathematical Finance (2005)
Keywords: SABR model, equity derivatives, volatility skew calibration, illiquid markets,

A Practical Approach to Testing Calibration Strategies,
Yongquan Cao and Grey Gordon, in Computational Economics (2019)
Keywords: Calibration, GMM, Indirect inference, Existence, Misspecification, Outlier detection, Data mining

Theory and Calibration of Swap Market Models,
Stefano Galluccio, Z. Huang, J.-M. Ly and Olivier Scaillet, from International Center for Financial Asset Management and Engineering (2005)
Keywords: Swap Market Model, Cap, Swaption, Calibration, Graph Theory

Improved Calibration of Neurophysiological Measures Tools,
Florian Coustures, Marc Fredette, Jade Marquis, François Courtemanche and Elise Labonté-Lemoyne, from Springer (2020)
Keywords: Baseline, EDA, Neurophysiological measures, Noise extraction, Calibration, Individual response

Interest rates calibration with a CIR model,
Giuseppe Orlando, Rosa Maria Mininni and Michele Bufalo, in Journal of Risk Finance (2019)
Keywords: Calibration, Forecasting and simulation, Interest rates, CIR model, G12, E43, E47

Sample Survey Calibration: An Informationtheoretic perspective,
Martin Wittenberg, from Southern Africa Labour and Development Research Unit, University of Cape Town (2009)
Keywords: sample weights, calibration, pseudo-empirical maximum likelihood estimation, cross entropy

Historical Calibration of a Water Account System,
Timothy Baynes, Graham Turner and James West, from CSIRO Sustainable Ecosystems (2009)
Keywords: water accounting, stocks and flows, historical time series, data modelling, calibration

A double calibration approach to the estimation of technological change,
Shinichiro Okushima and Makoto Tamura, in Journal of Policy Modeling (2009)
Keywords: Calibration General equilibrium model Technological change

A stochastic volatility libor model and its robust calibration,
Denis Belomestny, Stanley Matthew and John G. M. Schoenmakers, from Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2007)
Keywords: Libor modelling, stochastic volatility, CIR processes, calibration

Calibration of normalised CES production functions in dynamic models,
Rainer Klump and Marianne Saam, from ZEW - Leibniz Centre for European Economic Research (2006)
Keywords: CES production functions, normalisation, calibration, Ramsey model

Robust calibration and arbitrage-free interpolation of SSVI slices,
Jacopo Corbetta, Pierre Cohort, Ismail Laachir and Claude Martini, in Decisions in Economics and Finance (2019)
Keywords: SVI, Volatility surface, Calibration, Arbitrage free interpolation

Exponential Weight Approachability, Applications to Calibration and Regret Minimization,
Vianney Perchet, in Dynamic Games and Applications (2015)
Keywords: Approachability, Regret, Uncertainty, Calibration, Exponential weights,

Improving quarterly index of turnover by means of a calibration estimator,
Fabio Bacchini, Claudio Ceccarelli, Diego Chianella and Roberto Iannaccone, in RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies (2014)
Keywords: sampling design, calibration estimator, Horwitz-Thompson estimator

R-2GAM stochastic volatility model: flexibility and calibration,
Cheng Few Lee and Oleg Sokolinskiy, in Review of Quantitative Finance and Accounting (2015)
Keywords: Stochastic volatility, Implied volatility smile, Calibration, G13,

Implied Calibration of Stochastic Volatility Jump Diffusion Models,
Stefano Galluccio and Yann Le Cam, from University Library of Munich, Germany (2005)
Keywords: Affine-quadratic models, Option pricing, Model Calibration

Calibration and Control for Estuary System under Uncertainty,
Bing Zhao and Larry Mays, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (1997)
Keywords: estuary, calibration, feedback control, uncertainty, point-estimate,

CALIBRATION OF CES FUNCTIONS FOR REAL-WORLD MULTISECTORAL MODELING,
Ferran Sancho, in Economic Systems Research (2009)
Keywords: Calibration, CGE modeling, CES utility and cost functions,

Calibration and Validation of SWAT for the Upper Maquoketa River Watershed,
Pipat Reungsang, Ramesh Kanwar, Manoj Jha, Philip Gassman, Khalil Ahmad and Ali Saleh, from Center for Agricultural and Rural Development (CARD) at Iowa State University (2005)
Keywords: calibration, modeling, nitrate, SWAT, validation, water quality.

EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL,
Sergei Levendorskiĭ, in International Journal of Theoretical and Applied Finance (IJTAF) (2012)
Keywords: Option pricing, Heston model, calibration, Fourier transform

Credit Shocks and Cycles: a Bayesian Calibration Approach,
Roland Meeks, from Economics Group, Nuffield College, University of Oxford (2006)
Keywords: agency costs, credit cycles, calibration, shocks.

Evaluating DSGE Models: From Calibration to Cointegration,
Bjørnar Karlsen Kivedal, from IntechOpen
Keywords: DSGE models, calibration, estimation, cointegration, RBC model

Calibration of the multifactor HJM model for energy market,
Ewa Broszkiewicz-Suwaj and Aleksander Weron, from Hugo Steinhaus Center, Wroclaw University of Science and Technology (2005)
Keywords: Electricity market; HJM model; calibration; option pricing;

From Uncertainty to Precision: Enhancing Binary Classifier Performance through Calibration,
Agathe Fernandes Machado, Arthur Charpentier, Emmanuel Flachaire, Ewen Gallic and François Hu, from HAL (2024)
Keywords: Calibration,Binary classification,Local regression

A crop model cross calibration for use in regional climate impacts studies,
Wei Xiong, Ian Holman, Declan Conway, Erda Lin and Yue Li, in Ecological Modelling (2008)
Keywords: Calibration; Crop model; Climate change;

Calibration of a monocentric city model with mixed land use and congestion,
John McDonald, in Regional Science and Urban Economics (2009)
Keywords: Traffic congestion Monocentric city Calibration

PMCALPLOT: Stata module to produce calibration plot of prediction model performance,
Joie Ensor, Kym IE. Snell and Emma C. Martin, from Boston College Department of Economics (2024)
Keywords: calibration plot, prediction model performance

The Calibration of Weights by Calif Tool in the Practice of the Statistical Office of the Slovak Republic,
Robert Vlacuha and Boris Frankovic, in Romanian Statistical Review (2015)
Keywords: calibration, HBS, R, survey, weights

Influence of Scale on SWAT Model Calibration for Streamflow in a River Basin in the Humid Tropics,
Santosh Thampi, Kolladi Raneesh and T. Surya, in Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA) (2010)
Keywords: SWAT, Scale, Hydrologic model, Calibration,

Network analysis and calibration of the “leveraged network-based financial accelerator”,
Leonardo Bargigli, Mauro Gallegati, Luca Riccetti and Alberto Russo, in Journal of Economic Behavior & Organization (2014)
Keywords: Network; Bankruptcy cascades; Calibration; Leverage;

Autonomous demand, expectations and calibration: simulating demand led growth,
Graham White, from University of Sydney, School of Economics (2023)
Keywords: Demand-led growth; calibration; utilization